+41.9%
TCOM vs ABCL
-26.2%
+68.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | +12.1% | -7.1% | +19.2% | +12.4% |
| 3M | -3.2% | +4.7% | -7.9% | -4.8% |
| 6M | -16.6% | +140.9% | -157.5% | -28.5% |
| YTD | -39.4% | +236.0% | -275.4% | -51.3% |
| 1Y | -41.5% | +217.4% | -258.9% | -52.7% |
| 3Y | +24.4% | +188.7% | -164.3% | -5.7% |
| All | +41.9% | -26.2% | +68.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling